-66.9%
SE vs USHY
+20.9%
-87.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.8% |
| 7D | -4.8% | -0.7% | -4.0% | -2.2% |
| 30D | -18.1% | -0.5% | -17.6% | -16.5% |
| 3M | +30.6% | +0.5% | +30.1% | +28.4% |
| 6M | +20.8% | +1.5% | +19.3% | +15.1% |
| YTD | -15.6% | +1.7% | -17.3% | -20.2% |
| 1Y | -44.2% | +3.5% | -47.8% | -50.5% |
| 3Y | +181.5% | +27.2% | +154.4% | +19.4% |
| 5Y | -66.9% | +21.0% | -87.9% | -76.3% |
| All | -66.9% | +20.9% | -87.8% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling